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TISCX vs. VTIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TISCX vs. VTIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Total International Bond Index Fund Institutional Shares (VTIFX). The values are adjusted to include any dividend payments, if applicable.

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TISCX vs. VTIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TISCX
TIAA-CREF Social Choice Equity Fund
-5.91%16.51%18.23%22.53%-17.80%26.54%20.34%31.55%-5.74%19.01%
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
-0.77%3.02%3.91%9.04%-12.89%-2.20%4.59%7.89%2.99%2.43%

Returns By Period

In the year-to-date period, TISCX achieves a -5.91% return, which is significantly lower than VTIFX's -0.77% return. Over the past 10 years, TISCX has outperformed VTIFX with an annualized return of 12.53%, while VTIFX has yielded a comparatively lower 1.72% annualized return.


TISCX

1D
-0.30%
1M
-7.34%
YTD
-5.91%
6M
-4.09%
1Y
13.20%
3Y*
14.50%
5Y*
9.03%
10Y*
12.53%

VTIFX

1D
0.28%
1M
-2.61%
YTD
-0.77%
6M
-0.26%
1Y
2.39%
3Y*
3.79%
5Y*
0.20%
10Y*
1.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TISCX vs. VTIFX - Expense Ratio Comparison

TISCX has a 0.17% expense ratio, which is higher than VTIFX's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

TISCX vs. VTIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TISCX
TISCX Risk / Return Rank: 4040
Overall Rank
TISCX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
TISCX Sortino Ratio Rank: 4040
Sortino Ratio Rank
TISCX Omega Ratio Rank: 3838
Omega Ratio Rank
TISCX Calmar Ratio Rank: 4040
Calmar Ratio Rank
TISCX Martin Ratio Rank: 4646
Martin Ratio Rank

VTIFX
VTIFX Risk / Return Rank: 3434
Overall Rank
VTIFX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
VTIFX Sortino Ratio Rank: 3333
Sortino Ratio Rank
VTIFX Omega Ratio Rank: 2828
Omega Ratio Rank
VTIFX Calmar Ratio Rank: 3434
Calmar Ratio Rank
VTIFX Martin Ratio Rank: 3737
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TISCX vs. VTIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TIAA-CREF Social Choice Equity Fund (TISCX) and Vanguard Total International Bond Index Fund Institutional Shares (VTIFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


TISCXVTIFXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.79

-0.01

Sortino ratio

Return per unit of downside risk

1.22

1.10

+0.12

Omega ratio

Gain probability vs. loss probability

1.17

1.14

+0.03

Calmar ratio

Return relative to maximum drawdown

1.03

0.92

+0.11

Martin ratio

Return relative to average drawdown

4.59

3.89

+0.70

TISCX vs. VTIFX - Sharpe Ratio Comparison

The current TISCX Sharpe Ratio is 0.78, which is comparable to the VTIFX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of TISCX and VTIFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TISCXVTIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.79

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.05

+0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.65

0.48

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.72

-0.33

Correlation

The correlation between TISCX and VTIFX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

TISCX vs. VTIFX - Dividend Comparison

TISCX's dividend yield for the trailing twelve months is around 8.24%, more than VTIFX's 4.26% yield.


TTM20252024202320222021202020192018201720162015
TISCX
TIAA-CREF Social Choice Equity Fund
8.24%7.75%16.74%5.64%4.99%9.46%1.38%4.84%9.85%2.38%6.84%3.51%
VTIFX
Vanguard Total International Bond Index Fund Institutional Shares
4.26%4.40%4.38%4.60%1.52%3.73%1.12%3.42%3.03%2.29%1.84%1.68%

Drawdowns

TISCX vs. VTIFX - Drawdown Comparison

The maximum TISCX drawdown since its inception was -54.65%, which is greater than VTIFX's maximum drawdown of -16.07%. Use the drawdown chart below to compare losses from any high point for TISCX and VTIFX.


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Drawdown Indicators


TISCXVTIFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.65%

-16.07%

-38.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.07%

-2.88%

-8.19%

Max Drawdown (5Y)

Largest decline over 5 years

-28.29%

-15.75%

-12.54%

Max Drawdown (10Y)

Largest decline over 10 years

-34.89%

-16.07%

-18.82%

Current Drawdown

Current decline from peak

-9.71%

-2.61%

-7.10%

Average Drawdown

Average peak-to-trough decline

-10.15%

-2.99%

-7.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.50%

0.68%

+1.82%

Volatility

TISCX vs. VTIFX - Volatility Comparison

TIAA-CREF Social Choice Equity Fund (TISCX) has a higher volatility of 4.32% compared to Vanguard Total International Bond Index Fund Institutional Shares (VTIFX) at 1.41%. This indicates that TISCX's price experiences larger fluctuations and is considered to be riskier than VTIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TISCXVTIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.32%

1.41%

+2.91%

Volatility (6M)

Calculated over the trailing 6-month period

9.91%

2.03%

+7.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.92%

3.06%

+14.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.28%

4.38%

+14.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.35%

3.57%

+15.78%